For all we know, there is a galactic Internet accessible via quantum effects of some sort. Tapping that would be first contact.
Great. We hook up to the Galactic Extranet and what do we get? We become a node in some ET's botnet and get bombarded with ads for "space Viagra."
What could we possibly mine on an asteroid that could be worth the enormous cost of retrieving it from the asteroid belt?
This must be what developers mean when they say pirates ruin gaming.
There's a Somali warlord who plays EVE online who's kicking himself right now...